My favorite music is in 2, 3, and 5 (seriously underrated soundtrack AND game, if you ask me).
I love 9's soundtrack but AMEN about 5. Seriously underrated in game quality and soundtrack.
Hell yeah, fellow Mega Man 5 fans! It's seriously so unfairly overlooked and underrated. Not only does it have a killer soundtrack (perhaps my favorite in the Classic series), it's got some of the series' best level designs as well -- I'm looking at you, Gravity Man.
Laypeople like to talk about Capcom starting to run out of steam and/or ideas for the series starting with Mega Man 4, but I couldn't disagree more. 5 and 6 are especially good and have aged better than some aspects of the "untouchable" Mega Man 2 -- the Wily Castle portion, mainly. Still don't know how/why Mega Man 2's Wily Castle gets a pass from so many people. The level design falls off a cliff right around the Guts Dozer and Boobeam Trap stages.